Anic Equity¶

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Total return since start: 0.659 %¶

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Equity now: -----------------------------> 50686.76 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43321.89 Kr¶

PnL: ---------------------------------------> -380.7 Kr¶

DD now: ---------------------------------> -4.581 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:07:52.282693'

Anic Portfolio¶

Today¶

Return: -0.127 %¶

This Week¶

Return: -0.127 %¶

Total portfolio value¶

Return including deposits: 65.935 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.490000 2075.700000 34.850000 1.710000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.560000 3433.300000 22.100000 0.650000 3411.200000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Hexatronic Group 15 2.740000 1079.700000 12.000000 1.120000 1067.700000
HEXPOL B 8 0.000000 964.800000 9.600000 1.010000 955.200000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Sagax B 4 -1.200000 891.600000 8.400000 0.950000 883.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
AcadeMedia 20 -0.450000 980.000000 4.400000 0.450000 975.600000
Hennes & Mauritz B 6 -0.670000 914.160000 4.200000 0.460000 909.960000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
SKF B 5 -1.190000 979.750000 1.750000 0.180000 978.000000
ASSA ABLOY B 4 -1.310000 992.400000 1.600000 0.160000 990.800000
Latour B 4 -3.040000 854.000000 0.000000 0.000000 854.000000
Atrium Ljungberg B 5 -0.830000 901.000000 -0.500000 -0.060000 901.500000
Biotage 1 -7.920000 145.300000 -2.200000 -1.490000 147.500000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
BHG Group 109 -5.670000 1414.820000 -4.360000 -0.310000 1419.180000
Addnode Group B 7 -3.020000 898.100000 -4.900000 -0.540000 903.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
EQT 4 -2.440000 864.000000 -6.800000 -0.780000 870.800000
Gränges 10 3.420000 1029.000000 -7.000000 -0.680000 1036.000000
Alimak Group 12 -0.950000 996.000000 -8.400000 -0.840000 1004.400000
OX2 12 -4.040000 897.600000 -9.000000 -0.990000 906.600000
Vitrolife 3 -2.280000 667.200000 -9.800000 -1.450000 677.000001
Catena 2 -1.500000 790.000000 -13.600000 -1.690000 803.600000
JM 7 -2.910000 933.800000 -14.000000 -1.480000 947.800000
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
Investor B 3 -2.180000 640.500000 -17.500000 -2.660000 657.999999
Byggmax Group 33 -3.500000 945.780000 -19.140000 -1.980000 964.920000
Hoist Finance 36 -2.340000 975.600000 -32.400000 -3.210000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -2.620000 2631.900000 -351.680000 -11.790000 2983.577733
TOTAL 43321.890000 -380.700000 -4.58128% 43702.591732

Updated:¶

'2023-06-19 16:08:09.209944'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶